Professor Clifton Green

Vita                                                      CNBC Example

Teaching

·         Undergrad Corporate Finance

·         MBA Investments

·         PhD Behavioral

T. Clifton Green

Goizueta Business School

1300 Clifton Road

Atlanta, GA 30322

(404)727-5167 office

(404)727-5238 fax

clifton.green@emory.edu

 

Research

 

Company Name Fluency, Investor Recognition, and Firm Value

   with Russell Jame

        Journal of Financial Economics, forthcoming

 

IPOs as Lotteries: Skewness Preference and First-Day Returns

   with Byoung-Hyoun Hwang

   Management Science, 2012

 

Buy-Side Trades and Sell-Side Recommendations, Interactions and Information Content

   with Jeff Busse and Narasimhan Jegadeesh

   Journal of Financial Markets, 2012

 

Strategic Trading by Index Funds and Liquidity Provision Around S&P 500 Index Additions

   with Russell Jame

   Journal of Financial Markets, 2011

 

Gender and Job Performance: Evidence from Wall Street

   with Narasimhan Jegadeesh and Yue Tang

   Financial Analysts Journal, 2009

 

Price Based Return Comovement

   with Byoung-Hyoun Hwang

   Journal of Financial Economics, 2009

 

The Impact of Mutual Fund Family Membership on Investor Risk

   with Ned Elton and Marty Gruber

   Journal of Financial and Quantitative Analysis, 2007

 

The Value of Client Access to Analyst Recommendations

   Journal of Financial and Quantitative Analysis, 2006

 

Economic News and the Impact of Trading on Bond Prices

   Journal of Finance, 2004

 

Market Efficiency in Real Time

   with Jeff Busse

   Journal of Financial Economics, 2002

CNBC Example (data point for the study, good example for class)

 

Economic News and Bond Prices: Evidence from the U.S. Treasury Market

   with Ned Elton and Pierluigi Balduzzi

   Journal of Financial and Quantitative Analysis, 2001

 

Market Risk and Model Risk for a Financial Institution Writing Options

   with Steve Figlewski

   Journal of Finance, 1999

reprinted in Model Risk, Concepts, Calibration and Pricing, 2000, Rajna Gibson, ed., Risk Publications, London

 

Tax and Liquidity Effects in Pricing Government Bonds

   with Ned Elton

   Journal of Finance, 1998

 
Working Papers

 

Investor Conferences as a Research Service

   with Russell Jame, Stan Markov, and Musa Subasi

        2nd round at Journal of Accounting and Economics

presented at AAA Financial Accounting and Reporting Conference, and University of Georgia

 

Access to Management and the Informativeness of Analyst Research

   with Russell Jame, Stan Markov, and Musa Subasi

presented at SFS Cavalcade, University of New South Wales, University of Sydney, University of Technology Sydney, and University of Adelaide